Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk
Denisa Banulescu-Radu and
Elena Ivona Dumitrescu
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Published in Journal of Banking and Finance, Elsevier, 2015, 50, pp.575 - 588
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Journal Article: Which are the SIFIs? A Component Expected Shortfall approach to systemic risk (2015)
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